Related papers: Optimal control problems with oscillations, concen…
Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…
The optimal control problem for discrete-time systems with colored multiplicative noise is discussed in this paper. The problem will be more difficult to deal with than the case of white noise due to the correlation of the adjoining state.…
We consider optimal control problems where the state equation is an elliptic PDE of a Schr\"odinger type, governed by the Laplace operator $-\Delta$ with the addition of a potential V, and the control is the potential V itself, that may…
In this work we study the asymptotic behavior of the solutions of a class of abstract parabolic time optimal control problems when the generators converge, in an appropriate sense, to a given strictly negative operator. Our main application…
A variant of the optimal control problem is considered which is nonstandard in that the performance index contains "stochastic" integrals, that is, integrals against very irregular functions. The motivation for considering such performance…
The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…
A solid system consisting of two heat conducting cylinders with a thermoelectric converter (Peltier element) between them is considered. A nonlinear model, which was previously verified by authors, is used to design a constrained control…
In this paper a new framework has been applied to the design of controllers which encompasses nonlinearity, hysteresis and arbitrary density functions of forward models and inverse controllers. Using mixture density networks, the…
Optimal Control (OC) is the process of determining control and state trajectories for a dynamic system, over a period of time, in order to optimize a given performance index. With the increasing of variables and complexity, OC problems can…
In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…
We propose a fine analysis of second order optimality conditions for the optimal control of semi-linear parabolic equations with respect to the initial condition. More precisely, we investigate the following problem: maximise with respect…
The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…
We introduce a family of hybrid discretisations for the numerical approximation of optimal control problems governed by the equations of immiscible displacement in porous media. The proposed schemes are based on mixed and discontinuous…
Many applications require solving non-linear control problems that are classically not well behaved. This paper develops a simple and efficient chattering algorithm that learns near optimal decision policies through an open-loop feedback…
We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…
We consider the optimal control of quantum systems interacting non-linearly with an electromagnetic field. We propose new monotonically convergent algorithms to solve the optimal equations. The monotonic behavior of the algorithm is ensured…
We consider a control-constrained optimal control problem subject to time-harmonic Maxwell's equations; the control variable belongs to a finite-dimensional set and enters the state equation as a coefficient. We derive existence of optimal…
Exploiting a fluid dynamic formulation for which a probabilistic counterpart might not be available, we extend the theory of Schroedinger bridges to the case of inertial particles with losses and general, possibly singular diffusion…
A number of important modern applications in optimal control can be formulated as open loop control problems in which the underlying dynamical systems are subject to random inputs. These so-called ensemble control problems require the…
We propose a method for controlling synchronization patterns of limit-cycle oscillators by common noisy inputs, i.e., by utilizing noise-induced synchronization. Various synchronization patterns, including fully synchronized and clustered…